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ProShares Short S&P500 SH

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Market datapartial · fetched 2026-10-22T22:49:50.823Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:36:16.738999511Z

FundamentalsAlpha Vantage · unavailable

Share price$32.44
1D+0.3%
AH$32.30$32.37$32.44$32.51$32.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSH
Sold putSold callAH

ProShares Short S&P500 options

Live interpolated SH call and put midpoint premiums by absolute delta.ProShares Short S&P500$0.12$0.92$1.73$2.53$3.33$30.30$31.34$32.38$33.43$34.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SH spot · $32.44SH PRICE$0.21$0.26$0.32$0.39$0.45$0.51$0.56$0.62$0.68$0.73$0.92$1.51$2.27$0.28$0.29$0.32$0.35$0.44$0.52$0.60$0.68$0.76$0.98$1.32$1.67$3.10
PutsExpensive1.59×
CallsExpensive1.50×
SkewBearish+1.22 pp
Implied moveBearish±$1.16
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3321.3%6.5%30.6226.6%6.4%
25Δ33.8519.4%5.1%31.2521.6%4.6%
30Δ33.5618.9%4.5%31.6318.7%3.5%
35Δ33.2818.3%3.8%32.0116.0%2.4%
40Δ33.0017.8%3.1%32.1915.8%2.1%
45Δ32.8316.9%2.8%32.3715.5%1.8%
50Δ32.6516.0%2.4%32.5515.3%1.5%
55Δ32.4815.1%2.0%32.7315.1%1.2%
60Δ32.3114.2%1.7%32.9114.8%0.9%
65Δ32.1313.3%1.3%33.1916.0%0.7%
70Δ31.8714.1%1.1%33.5718.5%0.6%
75Δ31.3020.4%1.1%33.9420.9%0.5%
80Δ30.5226.0%1.1%35.3332.6%0.6%

20Δ

Calls
Pseudo strike
34.33
IV
21.3%
B/E move
6.5%
Puts
Pseudo strike
30.62
IV
26.6%
B/E move
6.4%

25Δ

Calls
Pseudo strike
33.85
IV
19.4%
B/E move
5.1%
Puts
Pseudo strike
31.25
IV
21.6%
B/E move
4.6%

30Δ

Calls
Pseudo strike
33.56
IV
18.9%
B/E move
4.5%
Puts
Pseudo strike
31.63
IV
18.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
33.28
IV
18.3%
B/E move
3.8%
Puts
Pseudo strike
32.01
IV
16.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
33.00
IV
17.8%
B/E move
3.1%
Puts
Pseudo strike
32.19
IV
15.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
32.83
IV
16.9%
B/E move
2.8%
Puts
Pseudo strike
32.37
IV
15.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
32.65
IV
16.0%
B/E move
2.4%
Puts
Pseudo strike
32.55
IV
15.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
32.48
IV
15.1%
B/E move
2.0%
Puts
Pseudo strike
32.73
IV
15.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
32.31
IV
14.2%
B/E move
1.7%
Puts
Pseudo strike
32.91
IV
14.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
32.13
IV
13.3%
B/E move
1.3%
Puts
Pseudo strike
33.19
IV
16.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
31.87
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
33.57
IV
18.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
31.30
IV
20.4%
B/E move
1.1%
Puts
Pseudo strike
33.94
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
30.52
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
35.33
IV
32.6%
B/E move
0.6%

Options history

No recorded observations